+5,653.2%
MO vs EWT
+590.1%
+5,063.1%
-53.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.9% |
| 7D | -2.0% | +1.6% | -3.7% | -2.3% |
| 30D | -0.3% | +8.2% | -8.5% | -1.7% |
| 3M | -2.9% | +11.1% | -14.0% | -5.3% |
| 6M | +5.8% | +60.4% | -54.7% | -4.0% |
| YTD | +22.0% | +75.6% | -53.6% | +8.7% |
| 1Y | +10.7% | +91.3% | -80.6% | -3.2% |
| 3Y | +94.4% | +200.3% | -105.9% | +53.5% |
| 5Y | +97.2% | +156.4% | -59.2% | +59.7% |
| 10Y | +103.0% | +495.8% | -392.8% | +38.4% |
| All | +5,653.2% | +590.1% | +5,063.1% | +3,000.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EWT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling